Albert Nikolayevich Schirjajew

Albert Nikolajewitsch Schirjajew ( Russian Альберт Николаевич Ширяев , English transcription Albert Nikolayevich Shiryaev; born October 12, 1934 in Shcholkovo ) is a Russian mathematician who deals with probability theory, statistics and financial mathematics.

Albert N. Schirjajew in Oberwolfach 2004

Schirjajew is a student of Andrei Kolmogorow at Lomonosov University , where he graduated in 1957, received his doctorate in 1961 (candidate title, title of the work Optimal methods for the problems of the fastest possible detection ) and completed his habilitation in 1967 (Russian doctoral degree, with the thesis studies on statistical sequence analysis ). Since 1970 he has been a professor at Lomonosov University (where he has held the chair for probability theory from 1996) and since 1957 at the Steklow Institute , where he heads the laboratory for statistics of stochastic processes . Since 2007 he has also been a professor at the University of Manchester .

In 1974 he received the Markow Prize. In 1978 he gave a plenary lecture at the International Congress of Mathematicians in Helsinki (Absolute Continuity and Singularity of Probability Measures in Functional Spaces) and in 1970 he was invited speaker at the ICM in Nice (Sur les equations stochastiques aux derivées partielles). In 1994 he received the Kolmogorov Prize of the Russian Academy of Sciences . In 1996 he received the Humboldt Research Award.

He has been a corresponding member of the Russian Academy of Sciences since 1997 . He is also a member of the Academia Europaea and the New York Academy of Sciences . From 1989 to 1991 he was President of the Bernoulli Society. From 1994 to 1998 he was President of the Russian Society of Actuaries. In 1998/99 he was the first president and co-founder of the Bachelier Society. Since 1985 he has been an honorary member of the Royal Statistical Society . He has been an honorary doctorate from the Albert Ludwig University of Freiburg since 2000 and from the University of Amsterdam since 2002 . In 2017 he received the Chebyshev Gold Medal from the Russian Academy of Sciences.

EMS awardees Dmitri Kramkow and Alexander Novikov are among his doctoral students .

Fonts

The Essentials of Stochastic Finance. World Scientific 1998.
Statistical sequential analysis: optimal stopping rules. American Mathematical Society 1976 (Russian 1969), new edition as Optimal Stopping Rules by Springer 1978, 2008.
with Robert Liptser: Statistics of random processes. 2 volumes, Springer, 1977/1978, 1981.
with R. Liptser: Theory of Martingales. Kluwer 1986.
with Jean Jacod: Limit Theorems for Stochastic Processes. Springer, 1994.
with P. Greenwood: Contiguity and Statistical Invariance Principle. Gordon and Breach, 1985.
with V. Spokoiny: Statistical Experiments and Decision. World Scientific 2000.
with AV Bulinsky: Theory of Stochastic Processes. A course of lectures. Moscow 2003 (Russian).
Probability (= university books for mathematics . Volume 91). Deutscher Verlag der Wissenschaften, Berlin 1988, ISBN 3-326-00195-9 (English: Probability , Springer 1984, 1996; Russian 1980, 2004).
From Disorder to nonlinear filtering and martingale theory. In: Bolibruch, Osipov, Sinai (Ed.): Mathematical Events of the Twentieth Century. Springer 2006, p. 371.

Web links

personal data
SURNAME	Schirjajew, Albert Nikolajewitsch
ALTERNATIVE NAMES	Ширяев, Альберт Николаевич (Russian spelling); Shiryaev, Albert Nikolayevich (English transcription)
BRIEF DESCRIPTION	Russian mathematician
DATE OF BIRTH	October 12, 1934
PLACE OF BIRTH	Shcholkovo